MaxContrast: Maximising matrix contrast
In fake: Flexible Data Simulation Using the Multivariate Normal Distribution
MaxContrast R Documentation
Maximising matrix contrast
Description
Computes the contrast of the correlation matrix obtained by adding u to the
diagonal of the precision matrix. This function is used to find the value of
u that maximises the contrast when constructing a diagonally dominant
precision matrix.
Usage
MaxContrast(u, omega, digits = 3)
Arguments
u
constant u added to the diagonal of the precision matrix.
omega
positive semi-definite precision matrix.
digits
number of digits to use in the definition of the contrast.
Value
A single number, the contrast of the generated precision matrix.
fake documentation built on April 14, 2023, 12:37 a.m.
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| MaxContrast | R Documentation |
Maximising matrix contrast
Description
Computes the contrast of the correlation matrix obtained by adding u to the diagonal of the precision matrix. This function is used to find the value of u that maximises the contrast when constructing a diagonally dominant precision matrix.
Usage
MaxContrast(u, omega, digits = 3)
Arguments
u |
constant u added to the diagonal of the precision matrix. |
omega |
positive semi-definite precision matrix. |
digits |
number of digits to use in the definition of the contrast. |
Value
A single number, the contrast of the generated precision matrix.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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